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Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications” “2020年赤池纪念讲座:统计应用的一些挑战”讨论
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-05-28 DOI: 10.1007/s10463-022-00829-3
Masataka Taguri
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引用次数: 0
Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications Akaike纪念讲座2020讨论：统计应用的一些挑战
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-05-26 DOI: 10.1007/s10463-022-00833-7
Masayuki Henmi
{"title":"Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications","authors":"Masayuki Henmi","doi":"10.1007/s10463-022-00833-7","DOIUrl":"10.1007/s10463-022-00833-7","url":null,"abstract":"","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"74 4","pages":"639 - 641"},"PeriodicalIF":1.0,"publicationDate":"2022-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10463-022-00833-7.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47495607","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Akaike Memorial Lecture 2020: Some of the challenges of statistical applications 2020年赤池纪念讲座:统计应用的一些挑战
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-05-25 DOI: 10.1007/s10463-022-00831-9
John Copas
{"title":"Akaike Memorial Lecture 2020: Some of the challenges of statistical applications","authors":"John Copas","doi":"10.1007/s10463-022-00831-9","DOIUrl":"10.1007/s10463-022-00831-9","url":null,"abstract":"<div><p>There has always been a close link between statistical applications and the development of new statistical theory and methods. Even straightforward applications of standard methods can give rise to theoretical challenges leading to new statistical ideas. In my lecture, I will briefly review a few of the statistical developments in my own published papers and describe the applications which gave rise to them. I will then outline some current work on publication bias, one of the outstanding problems in the interpretation of literature reviews, particularly in the medical sciences.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"74 4","pages":"615 - 637"},"PeriodicalIF":1.0,"publicationDate":"2022-05-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43359717","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Semiparametric modelling of two-component mixtures with stochastic dominance 具有随机优势的双组分混合物的半参数建模
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-05-24 DOI: 10.1007/s10463-022-00835-5
Jingjing Wu, Tasnima Abedin, Qiang Zhao
{"title":"Semiparametric modelling of two-component mixtures with stochastic dominance","authors":"Jingjing Wu,&nbsp;Tasnima Abedin,&nbsp;Qiang Zhao","doi":"10.1007/s10463-022-00835-5","DOIUrl":"10.1007/s10463-022-00835-5","url":null,"abstract":"<div><p>In this work, we studied a two-component mixture model with stochastic dominance constraint, a model arising naturally from many genetic studies. To model the stochastic dominance, we proposed a semiparametric modelling of the log of density ratio. More specifically, when the log of the ratio of two component densities is in a linear regression form, the stochastic dominance is immediately satisfied. For the resulting semiparametric mixture model, we proposed two estimators, maximum empirical likelihood estimator (MELE) and minimum Hellinger distance estimator (MHDE), and investigated their asymptotic properties such as consistency and normality. In addition, to test the validity of the proposed semiparametric model, we developed Kolmogorov–Smirnov type tests based on the two estimators. The finite-sample performance, in terms of both efficiency and robustness, of the two estimators and the tests were examined and compared via both thorough Monte Carlo simulation studies and real data analysis.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"75 1","pages":"39 - 70"},"PeriodicalIF":1.0,"publicationDate":"2022-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10463-022-00835-5.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10848296","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays 平稳二元高斯三角形阵列簇的点过程和部分和的联合行为
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-05-21 DOI: 10.1007/s10463-022-00832-8
Jinhui Guo, Yingyin Lu
{"title":"Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays","authors":"Jinhui Guo,&nbsp;Yingyin Lu","doi":"10.1007/s10463-022-00832-8","DOIUrl":"10.1007/s10463-022-00832-8","url":null,"abstract":"<div><p>For Gaussian stationary triangular arrays, it is well known that the extreme values may occur in clusters. Here we consider the joint behaviors of the point processes of clusters and the partial sums of bivariate stationary Gaussian triangular arrays. For a bivariate stationary Gaussian triangular array, we derive the asymptotic joint behavior of the point processes of clusters and prove that the point processes and partial sums are asymptotically independent. As an immediate consequence of the results, one may obtain the asymptotic joint distributions of the extremes and partial sums. We illustrate the theoretical findings with a numeric example.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"75 1","pages":"17 - 37"},"PeriodicalIF":1.0,"publicationDate":"2022-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10463-022-00832-8.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48137177","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Author’s rejoinder to the discussion of the Akaike Memorial Lecture 2020 作者对2020年赤池纪念讲座讨论的回应
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-05-19 DOI: 10.1007/s10463-022-00830-w
John Copas
{"title":"Author’s rejoinder to the discussion of the Akaike Memorial Lecture 2020","authors":"John Copas","doi":"10.1007/s10463-022-00830-w","DOIUrl":"10.1007/s10463-022-00830-w","url":null,"abstract":"","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"74 4","pages":"649 - 652"},"PeriodicalIF":1.0,"publicationDate":"2022-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46722236","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Inference of random effects for linear mixed-effects models with a fixed number of clusters 具有固定簇数的线性混合效应模型的随机效应推断
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-05-14 DOI: 10.1007/s10463-022-00825-7
Chih-Hao Chang, Hsin-Cheng Huang, Ching-Kang Ing
{"title":"Inference of random effects for linear mixed-effects models with a fixed number of clusters","authors":"Chih-Hao Chang,&nbsp;Hsin-Cheng Huang,&nbsp;Ching-Kang Ing","doi":"10.1007/s10463-022-00825-7","DOIUrl":"10.1007/s10463-022-00825-7","url":null,"abstract":"<div><p>We consider a linear mixed-effects model with a clustered structure, where the parameters are estimated using maximum likelihood (ML) based on possibly unbalanced data. Inference with this model is typically done based on asymptotic theory, assuming that the number of clusters tends to infinity with the sample size. However, when the number of clusters is fixed, classical asymptotic theory developed under a divergent number of clusters is no longer valid and can lead to erroneous conclusions. In this paper, we establish the asymptotic properties of the ML estimators of random-effects parameters under a general setting, which can be applied to conduct valid statistical inference with fixed numbers of clusters. Our asymptotic theorems allow both fixed effects and random effects to be misspecified, and the dimensions of both effects to go to infinity with the sample size.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"74 6","pages":"1143 - 1161"},"PeriodicalIF":1.0,"publicationDate":"2022-05-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10463-022-00825-7.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41937562","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
On comparing competing risks using the ratio of their cumulative incidence functions 利用其累积关联函数的比值比较竞争风险
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-05-14 DOI: 10.1007/s10463-022-00823-9
Hammou El Barmi
{"title":"On comparing competing risks using the ratio of their cumulative incidence functions","authors":"Hammou El Barmi","doi":"10.1007/s10463-022-00823-9","DOIUrl":"10.1007/s10463-022-00823-9","url":null,"abstract":"<div><p>For <span>( 1le i le r)</span>, let <span>(F_i)</span> be the cumulative incidence function (CIF) corresponding to the <i>ith</i> risk in an <i>r</i>-competing risks model. We assume a discrete or a grouped time framework and obtain the maximum likelihood estimators (m.l.e.) of these CIFs under the restriction that <span>(F_i(t)/F_{i+1}(t))</span> is nondecreasing, <span>(1 le i le r-1.)</span> We also derive the likelihood ratio tests for testing for and against this restriction and obtain their asymptotic distributions. The theory developed here can also be used to investigate the association between a failure time and a discretized or ordinal mark variable that is observed only at the time of failure. To illustrate the applicability of our results, we give examples in the competing risks and the mark variable settings.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"74 6","pages":"1067 - 1083"},"PeriodicalIF":1.0,"publicationDate":"2022-05-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10463-022-00823-9.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41934200","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes 具有相关误差的非参数回归的渐近等价性:高斯-马尔科夫过程
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-05-09 DOI: 10.1007/s10463-022-00826-6
Holger Dette, Martin Kroll
{"title":"Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes","authors":"Holger Dette,&nbsp;Martin Kroll","doi":"10.1007/s10463-022-00826-6","DOIUrl":"10.1007/s10463-022-00826-6","url":null,"abstract":"<div><p>For the class of Gauss–Markov processes we study the problem of asymptotic equivalence of the nonparametric regression model with errors given by the increments of the process and the continuous time model, where a whole path of a sum of a deterministic signal and the Gauss–Markov process can be observed. We derive sufficient conditions which imply asymptotic equivalence of the two models. We verify these conditions for the special cases of Sobolev ellipsoids and Hölder classes with smoothness index <span>(&gt;1/2)</span> under mild assumptions on the Gauss–Markov process. To give a counterexample, we show that asymptotic equivalence fails to hold for the special case of Brownian bridge. Our findings demonstrate that the well-known asymptotic equivalence of the Gaussian white noise model and the nonparametric regression model with i.i.d. standard normal errors (see Brown and Low (Ann Stat 24:2384–2398, 1996)) can be extended to a setup with general Gauss–Markov noises.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"74 6","pages":"1163 - 1196"},"PeriodicalIF":1.0,"publicationDate":"2022-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44200829","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A sequential feature selection procedure for high-dimensional Cox proportional hazards model 高维Cox比例风险模型的序列特征选择方法
IF 1 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2022-05-07 DOI: 10.1007/s10463-022-00824-8
Ke Yu, Shan Luo
{"title":"A sequential feature selection procedure for high-dimensional Cox proportional hazards model","authors":"Ke Yu,&nbsp;Shan Luo","doi":"10.1007/s10463-022-00824-8","DOIUrl":"10.1007/s10463-022-00824-8","url":null,"abstract":"<div><p>Feature selection for the high-dimensional Cox proportional hazards model (Cox model) is very important in many microarray genetic studies. In this paper, we propose a sequential feature selection procedure for this model. We define a novel partial profile score to assess the impact of unselected features conditional on the current model, significant features are thereby added into the model sequentially, and the Extended Bayesian Information Criteria (EBIC) is adopted as a stopping rule. Under mild conditions, we show that this procedure is selection consistent. Extensive simulation studies and two real data applications are conducted to demonstrate the advantage of our proposed procedure over several representative approaches.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"74 6","pages":"1109 - 1142"},"PeriodicalIF":1.0,"publicationDate":"2022-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10463-022-00824-8.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48850896","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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